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Intermarket Trading Strategies by Markos Katsanos

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Glossary
Advance-decline line
One of the most widely used indicators to measure the breadth of the stock market. To calculate the A/D line the number of declining issues is subtracted from the number of advancing issues each day and the net total is added to the previous cumulative total.
 
American Depository Receipts (ADRs)
ADRs are negotiable receipts for the securities of a foreign company which are kept in the vaults of an American bank, allowing Americans to trade foreign securities in the United States.
 
Arbitrage
The simultaneous buying and selling of assets in different markets or in derivative forms, taking advantage of the price difference.
 
Artificial neural networks
Nonlinear statistical modeling tools that can be used to model complex relationships between inputs and outputs or to find patterns in data.
 
Autocorrelation
Correlation between values of a series and others from the same series separated by a given interval.
 
Average True Range (ATR)
The True Range indicator was first introduced by J. Welles Wilder in his book, New Concepts in Technical Trading Systems (see Bibliography). Wilder defined the true range to be the greatest of the following for each period:
• The distance from today’s high to today’s low.
• The distance from yesterday’s close to today’s high.
• The distance from yesterday’s close to today’s low.
The Average True Range is simply the average of the true ranges over the past x periods.
 
Black box
A proprietary trading system whose rules are password ...

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